-21.3%
PFE vs TWLO
-35.4%
+14.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -2.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | +3.8% | -6.4% | +10.2% | +4.0% |
| 3M | +10.4% | +6.3% | +4.1% | +10.0% |
| 6M | +6.3% | +76.4% | -70.2% | +3.7% |
| YTD | +17.4% | +58.8% | -41.4% | +14.9% |
| 1Y | +21.1% | +107.1% | -86.0% | +17.3% |
| 3Y | -1.6% | +245.0% | -246.6% | -7.3% |
| All | -21.3% | -35.4% | +14.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling